+364.9%
MXL vs RVTY
+50.6%
+314.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.8% | +4.8% | +6.5% |
| 7D | +18.9% | -4.5% | +23.4% | +20.7% |
| 30D | +0.3% | +5.5% | -5.1% | -1.8% |
| 3M | -8.0% | +22.5% | -30.6% | -15.2% |
| 6M | +341.2% | +38.9% | +302.4% | +285.4% |
| YTD | +327.8% | +28.7% | +299.1% | +281.2% |
| 1Y | +364.9% | +45.5% | +319.4% | +265.5% |
| All | +364.9% | +50.6% | +314.3% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling